protected override void OnInnerAdapterNewMessage(IMessageAdapter innerAdapter, Message message)
{
switch (message.Type)
{
case MessageTypes.Connect:
case MessageTypes.Disconnect:
base.OnInnerAdapterNewMessage(innerAdapter, message);
break;
case MessageTypes.Execution:
{
var execMsg = (ExecutionMessage)message;
if (execMsg.ExecutionType != ExecutionTypes.Order && execMsg.ExecutionType != ExecutionTypes.Trade)
{
if (innerAdapter != InnerAdapters.LastOrDefault())
return;
}
base.OnInnerAdapterNewMessage(innerAdapter, message);
break;
}
default:
{
// на выход данные идут только из одного адаптера
if (innerAdapter != InnerAdapters.LastOrDefault())
return;
base.OnInnerAdapterNewMessage(innerAdapter, message);
break;
}
}
}
protected override void OnInnerAdapterNewOutMessage(IMessageAdapter innerAdapter, Message message)
{
switch (message.Type)
{
case MessageTypes.Connect:
case MessageTypes.Disconnect:
break;
case MessageTypes.Security:
case MessageTypes.Board:
case MessageTypes.Level1Change:
case MessageTypes.QuoteChange:
case MessageTypes.Time:
{
if (message.Adapter == _parent.MarketDataAdapter)
{
SendMessageToEmulationAdapters(message);
}
break;
}
case MessageTypes.Execution:
{
if (message.Adapter != _parent.MarketDataAdapter)
{
var execMsg = (ExecutionMessage)message;
if (execMsg.ExecutionType != ExecutionTypes.Transaction)
{
if (innerAdapter != InnerAdapters.LastOrDefault())
{
return;
}
}
}
else
{
SendMessageToEmulationAdapters(message);
}
break;
}
default:
{
if (message is CandleMessage)
{
if (message.Adapter != _parent.MarketDataAdapter)
{
break;
}
SendMessageToEmulationAdapters(message);
return;
}
break;
}
}
base.OnInnerAdapterNewOutMessage(innerAdapter, message);
}
